Headhunter etiquette during recruiting process

So I am currently going through a few recruiting processes. One of the recruiters (R - a 3rd party recruiter) placed me in the early stages of 2 opps (A and B.) out of the two, I like B and not really interested in A.

But all of a sudden another firm contacts me and all rounds are done in 24hrs. I received an offer this morning (Mar 29.) When I spoke to R, I said that no other processes are going on, but now I have an offer. The B opp is for a direct investing shop (which I really want.) My offer expires in a few days so I am not sure how to handle this.

Should I just let R know the situation and try to accelerate it (but I doubt opp B will wrap up in a day or two) or not say anything and figure it out if I make it far? This is also an amazing R (compared to others I have dealt with) so I don't want to burn my relationship.

Few things I have considered: -take the offer and subtly fail my interviews with opp A and B instead of dropping out -take the offer, do my best with A and B and decide after - change that I would have to renege

I like everything about the offer that I received except for location (3rd tier city) and its not direct investing. I considered asking for a bit more time, but they moved fast b/c they have other candidates waiting and also bc the COVID uncertainty scares me (they might just pull my offer if I ask for more time.)

I am not sure how to handle this situation as it is about not burning any bridges....